BGE - remember position after action
Your question is a bit confusing, but maybe you should rebuild your animation so that the step is taken in place, and you should move the armature instead.

If you dont't want to do this, then you need to add a python script to move your object to the exact position where you animated step ends... You must get the object's world position and increment it by whatever distance it travels in your animation. The script is only activated at the end of your animation... you can use the frame property on the action actuator to control this.

hope this helps
Nuno Estanqueiro